A Data Driven Approach For Generating Reduced-Order Stochastic Models of

A DATA DRIVEN APPROACH FOR
GENERATING REDUCED-ORDER
STOCHASTIC MODELS OF RANDOM
HETEROGENEOUS MEDIA
Nicholas Zabaras and Baskar Ganapathysubramanian

Materials Process Design and Control Laboratory
Sibley School of Mechanical and Aerospace Engineering
Cornell University
Ithaca, NY 14853-3801
zabaras@cornell.edu
http://mpdc.mae.cornell.edu/
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MOTIVATION
PROVIDE LOW-DIMENSIONALITY
REPRESENTATION OF THE
MICROSTRUCTURE, PROPERTY Process
AND PROCESS SPACES
Applications:
(i) Identify microstructures that have
extremal properties.
Microstructure
(ii) Identify processing sequences representations
Process-structure Property-process
that lead to desired microstructures space
3.12
space
and properties. A 3.11
Taylor factor along TD

1000
3.1
Property-structure
f
e
-1.3 3.09
space -1.4 3.08 C
A80 -1.5
3.07
b
α -1.6
3.06
R
a
-1.7 d
0.5 3.05 3. Rolling followed by drawing
-1.8
0
1
0.5 3.04
0 -0.5 2. Rolling
-0.5
-1 -1 1. Drawing
3.03
3.05 3.06 3.07 3.08 3.09 3.1 3.11 3.12
Process paths
Taylor factor along RD
A100
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STRATEGY
Given limited experimental information
(microstructural features):
Represent several plausible microstructures
Encode this information into a low-dimensional
parameterization of all such possible
microstructures
WHY?
Can incorporate effects of limited information of
macro behavior
Low-dimensional embedding significantly aids
searching and contouring of high dimensional
microstructural space
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OUTLINE
Linear reduced-order modeling framework of

microstructures
Non-linear reduced order modeling framework for
microstructures
Applications of classification and reduced models of
structure-property-process maps for tailored
materials
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LINEAR REDUCED-ORDER
MODELING FRAMEWORK
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DEVELOPING LINEAR TOPOLOGICAL MODELS
Data driven techniques for encoding the variability in properties into a viable, finite dimensional
stochastic model.
Advances in using Bayesian modeling, Random domain decomposition
Aim is to create a seamless technique that utilizes the tools of the mature field of property/
microstructure reconstruction
First investigations into constructing data-driven reduced order representation of topological/
material/ property distributions utilized a Principal Component Analysis (PCA/POD/KLE) based
approach.
Generate 3D samples from the microstructure space and apply PCA to them
= a1 + a2 +..+ an
Convert variability of property/microstructure to variability of coefficients.

Not all combinations allowed. Developed subspace reducing methodology1 to find the space of
allowable coefficients that reconstruct plausible microstructures
1. B. Ganapathysubramanian, N. Zabaras, Modelling diffusion in random heterogeneous media: Data-driven models, stochastic
collocation and the variational multi-scale method, J Comp Physics 226 (2007) 326-353.
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OVERVIEW OF METHODOLOGY
1. Property extraction 2. Microstructure reconstruction
Extract properties P1, P2, .. Pn, that Reconstruct realizations of the
the structure satisfies. structure satisfying the properties.
These properties are usually Monte Carlo, Gaussian Random
statistical: Volume fraction, 2-point Fields, Stochastic optimization etc.
correlation, auto correlation
Construct a reduced-order
stochastic model from the data. This
Extract structure-property-process
model must be able to approximate
relations
the class of structures.
Link with microstructure
KL expansions, FFT and other
classification and statistical learning
transforms, Autoregressive models,
algorithms
ARMA models
4. Applications
3. Reduced model
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DATA TO CONSTRUCT INPUT MODELS
Only have characterization of property variation in
finite number of regions or finite realizations
Consider the property variation and/or microstructure
to be a stochastic process.
Identify this stochastic process using the experimental
information available
2D microstructure
characterization Process data for statistical invariance of the structure
volume fraction, 2-point correlation, 3-point
correlations ….
All realizations of the stochastic process satisfy the
experimental statistical relations
These microstructures belong to a very large
(possibly) infinite dimensional space.
Convert this representation into a computationally
useful form: Finite dimensional representation
tomographic characterization
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FINITE DIMENSIONAL REPRESENTATION
The data extraction/reconstruction procedure gives a set of 3D microstructures.
These are samples from the microstructural space.
Need a qualitative, functional representation of the topological variation.
Must be finite dimensional for this description to be useful
Necessity of model reduction arises
I = Iavg + I1a1 + I2a2+ I3a3 + … + Inan

Represent any microstructure as a linear combination of the microstructures or
some eigenimages
Move randomness from image to coefficients
= a1 + a2 + ..+ an
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REDUCED MODEL OF TOPOLOGICAL VARIATION
Construct descriptor from sample images.
Use POD
Microstructure images (nxnxn pixels) represented as vectors Ii i=1,..,M
The eigenvectors of the covariance matrix are computed
The first N eigenimages are chosen to represent the microstructures
Represent any microstructure as a linear combination of the microstructures or

some eigenimages
Move randomness from image to coefficients
= a1 + a2 + ..+ an
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PROPER ORTHOGONAL DECOMPOSITION
Suppose we had a collection of data Proper Orthogonal Decomposition
(from experiments or simulations) for (POD), Principal Component Analysis
the some variable/process/parameter (PCA), Karhunen Loeve
Decomposition (KLE), Sirovich,
S = { A( x)}iN=1 , { A( x, t )}iN=1 Lumley, Ravindran, Ito
Is it possible to identify a basis such PCA is mathematically defined as an
that this data can be represented in orthogonal linear transformation that
the smallest possible space. I.e find transforms the data to a new
coordinate system such that the
{φ ( x)}iM=1 , M = N greatest variance by any projection of
the data comes to lie on the first
Such that it is optimal for the data to
coordinate (called the first principal
be represented as
component),
M
A( x) = ∑ aiφi ( x), PCA is theoretically the most optimum
i =1 M
A( x, t ) = ∑ ai (t )φi ( x ), transform for a given data in least
i =1 square terms.
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PROPER ORTHOGONAL DECOMPOSITION
Data usually collated in terms of a Method of snapshots
matrix XT.
Solve the optimization problem
X is shifted to a mean zero value
T
The covariance matrix of this data is

computed. 1
C=T
XX
N
Compute the eigen values and eigen where
vectors of the covariance matrix
C = V ΣV T
The reduced description is given by
YT =VΣ Eigen-value problem
Requires the computation of the
covariance matrix of the data and
subsequent eigen decomposition. Can
become computationally demanding as where
N increases. A computationally simpler 1 T
POD technique is the method of Ci , j = X X
snapshots
N
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REDUCED MODEL : CONSTRAINTS
Let I be an arbitrary microstructure satisfying the experimental statistical
correlations
The PCA method provides a unique representation of the image
That is, the PCA provides a function
The function is injective but nor surjective

Every image has a unique mapping
But every point need not define an image
in
Construct the subspace of

allowable n-tuples
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CONSTRUCTING THE REDUCED SUBSPACE H
Image I belongs to the class of structures?
It must satisfy certain conditions
a) Its volume fraction must equal the specified volume fraction
b) Volume fraction at every pixel must be between 0 and 1
c) It should satisfy the given two point correlation
Thus the n tuple (a1,a2,..,an) must further satisfy some constraints.
Enforce these constraints sequentially
1. Pixel based constraints
Microstructures represented as discrete images. Pixels have bounds

This results in 2n3 inequality constraints
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CONSTRUCTING THE REDUCED SUBSPACE H
2. First order constraints
The Microstructure must satisfy the experimental volume fraction
This results in one linear equality constraint on the n-tuple
3. Second order constraints

The Microstructure must satisfy the experimental two point correlation.
This results in a set of quadratic equality constraints
This can be written as
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SEQUENTIAL CONSTRUCTION OF THE SUBSPACE
Computational complexity
Pixel based constraints + first order constraints result in a simple convex hull problem
Enforcing second order constraints becomes a problem in quadratic programming
Sequential construction of the subspace

First enforce first order statistics,
On this reduced subspace, enforce second order statistics
Example for a three dimensional space: 3 eigen images

15
10
-5
-10
10
15
10 15
20 0 5
-10 -5
-15
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THE REDUCED MODEL
The sequential contraction procedure a subspace H, such that all n-tuples
from this space result in acceptable microstructures
H represents the space of coefficients that map to allowable

microstructures.
Since H is a plane in N dimensional space, we call this the ‘material
plane’
Since each of the microstructures in the ‘material’ plane satisfies all required
statistical properties, they are equally probable. This observation provides a way
to construct the stochastic model for the allowable microstructures:
Define such that
This is our reduced stochastic model of the random topology of the microstructure
class
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PROPERTY EXTRACTION
Reconstruction of well characterized material
Tungsten-Silver composite1
Produced by infiltrating porous tungsten solid with molten
silver
640x640 pixels = 198 μm x 198 μm
1. S. Umekawa, R. Kotfila, O. D. Sherby, Elastic properties of a tungsten-silver composite above and below the melting
point of silver, J. Mech. Phys. Solids 13 (1965) 229-230
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PROPERTY EXTRACTION
First order statistics: Volume fraction: 0.2
Second order statistics: 2 pt correlation
1
0.9
0.8
0.7
Digitized two phase microstructure
0.6
image
g(r) 0.5
White phase- W 0.4
Black phase- Ag 0.3

0.2
Simple matrix operations to extract
0.1
image statistics
0
0 5 10 15 20
r (um)
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MICROSTRUCTURE RECONSTRUCTION
Statistical information available- First and second order statistics
Reconstruct Three dimensional microstructures that satisfy these experimental
statistical relations
GAUSSIAN RANDOM FIELDS

GRF- model interfaces as level cuts of a function
Build a function y(r). Model microstructure is given by level cuts of this function.
y(r) has a field-field correlation given by g(r)
If this function is known, y(r) can be constructed as
Uniformly distributed over the unit sphere
Uniformly distributed over [0, 2π)
Distributed according to where
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MICROSTRUCTURE RECONSTRUCTION
Relate experimental properties to
1. Two phase microstructure, impose level cuts on y(r). Phase 1 if
2. Relate to statistics
first order statistics
where
second order statistics
Set , and
For the Gaussian Random Field to match experimental statistics
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FITTING THE GRF PARAMETERS
Assume a simplified form for the far field correlation function
Three parameters, β is the correlation length, d is the domain

length and rc is the cutoff length
Use least square minimization to find optimal fit
1
0.8
0.6
g(r)
0.4
0.2
0
0 5 10 15 20
r (um)
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3D MICROSTRUCTURE RECONSTRUCTION
20 μm x 20 μm x 20 μm
64x64x64 pixel
40 μm x 40 μm x 40 μm
200 μm x 200 μm 128x128x128

pixel
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MODEL REDUCTION
Principal component analysis
Constructing the reduced subspace
0.25 and the stochastic model
- Enforcing the pixel based bounds and the linear
0.2 equality constraint (of volume fraction) was
developed as a convex hull problem. A primal-dual
Normalized eigenvalue
polytope method was employed to construct the set

of vertices.
0.15
- Enforcing the second order constraints was
performed through the quadratic programming tools
in the optimization toolbox in Matlab.
0.1
- Two separate cases are considered in this
example. In the first case, only the first-order
0.05 constraints (volume fraction) are used to reconstruct
the subspace H. In the second case, both first-order
as well as second-order constraints (volume fraction
0 and two-point correlation) are used to construct the
5 10 15 20 25 30
Eigen number subspace H.
First 9 eigen values from the spectrum

chosen
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PHYSICAL PROBLEM
Investigate effects of limited topological information on diffusion in
heterogeneous random media
Structure size 40x40x40 μm

Tungsten Silver Matrix
Heterogeneous property is the
thermal diffusivity.
T= -0.5 T= 0.5
Tungsten: ρ 19250 kg/m3
k 174 W/mK
c 130 J/kgK
Silver: ρ 10490 kg/m3
Left wall maintained at -0.5 k 430 W/mK
Right wall maintained at +0.5 c 235 J/kgK
All other surfaces insulated Diffusivity ratio αAg /αW = 2.5
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COMPUTATIONAL DETAILS
The construction of the stochastic solution: through sparse grid collocation
level 5 interpolation scheme used
Number of deterministic problems solved: 15713
Computational domain of each deterministic problem: 128x128x128 pixels
Each deterministic problem solution: solved on
a 8× 8× 8 coarse element grid (uniform hexahedral 10
0
elements) with each coarse element having 16 × 16 ×

16 fine-scale elements.
The solution of each deterministic VMS

problem: about 34 minutes, In comparison, a 10-1
fully-resolved fine scale FEM solution took nearly 40
Error
hours.
Computational platform: 40 nodes on local Linux -2

10
cluster
Total time: 56 hours
100 101 102 103 104

Number of collocation points
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FIRST ORDER STATISTICS: MEAN TEMPERATURE
b c d
a g
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FIRST ORDER STATISTICS: HIGHER MOMENTS
4
7
3.5
Probability distribution function

6
3
5
2.5
4
2
1.5
3
d
2
1
1
0.5
0 0
0 0.2 0.4
-0.4
b
-0.2 0
Temperature
0.2 0.4
c Temperature
a
f
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SECOND ORDER STATISTICS: MEAN TEMPERATURE
b c d
a g
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SECOND ORDER STATISTICS: HIGHER MOMENTS
7 10
9
6

8
5 7
4 6
5
3
4 d
2 3
2
1
1
0 0
-0.4 -0.2 0 0.2 0.4 -0.2 0 0.2 0.4
b Temperature c Temperature
a
f
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INCORPORATING MORE INFORMATION
7
As more information is incorporated into the
analysis, the subspace of allowable
6
microstructures shrinks
5
This corresponds to tighter probability
4 distributions
3
2
A general methodology was presented for
constructing a reduced-order microstructure
1
model
0
-0.4 -0.2 0
Temperature
0.2 0.4
Using more sophisticated model reduction
techniques to build the reduced-order
Comparison of temperature PDF’s at a microstructure model,
point due to the application of first and
second order constraints Extending the methodology to arbitrary
types of microstructures
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NON-LINEAR REDUCED ORDER
MODELING FRAMEWORK
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INPUT STOCHASTIC MODELS: LINEAR APPROACH
- PCA based approaches find the smallest coordinate representation of the data ….
… but assumes that the data lies in a linear vector space
Only guaranteed to discover the true structure of data lying on a linear subspace of the high
dimensional input space
What is the result when the data lies in a nonlinear space?
As the number of input samples increases, PCA based approaches tend to overestimate the
dimensionality of the reduced representation.
Becomes computationally challenging
Further related issues:
- How to generalize it to other properties/structures? Can
# of eigen vectors
PCA be applied to other classes of microstructures, say,

polycrystals?
- How does convergence change as the amount of
information increases? Computationally?
NONLINEAR APPROACHES TO MODEL REDUCTION:

IDEAS FROM IMAGE PROCESSING, PSYCOLOGY
# of samples
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NONLINEAR REDUCTION: THE KEY IDEA
Set of images. Each image = 64x64 = 4096 pixels
Each image is a point in 4096 dimensional space.
But each and every image is related (they are
pictures of the same object). Same object but
different poses.
That is, all these images lie on a unique curve
(manifold) in 4096 .
Can we get a parametric representation of this
curve?
Problem: Can the parameters that define this
manifold be extracted, ONLY given these images
(points in 4096 )
Solution: Each image can be uniquely
represented as a point in 2D space (UD, LR).
Different images of the same
object: changes in up-down (UD) Strategy: based on the ‘manifold learning’
and left-right (LR) poses problem
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NONLINEAR REDUCTION: EXTENSION TO INPUT MODELS
Given some experimental correlation that the

microstructure/property variation satisfies.
Construct several plausible ‘images’ of the
microstructure/property.
Each of these ‘images’ consists of , say, n pixels.
Each image is a point in n dimensional space.
But each and every ‘image’ is related.
That is, all these images lie on a unique curve
(manifold) in n.
Can a low dimensional parameterization of this
curve be computed?
Strategy: based on a variant of the ‘manifold
Different microstructure realizations learning’ problem.
satisfying some experimental
correlations
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A FORMAL DEFINITION OF THE PROBLEM
State the problem as a parameterization problem (also called the manifold learning
problem)
Given a set of N unordered points belonging to a manifold  embedded in a

high dimensional space  n, find a low dimensional region    d that
parameterizes  , where d << n
Classical methods in manifold learning have been methods like the Principle
Component Analysis (PCA) and multidimensional scaling (MDS).
These methods have been shown to extract optimal mappings when the manifold is
embedded linearly or almost linearly in the input space.
In most cases of interest, the manifold is nonlinearly embedded in the input space,
making the classical methods of dimension reduction highly approximate.
Two approaches developed that can extract non-linear structures while maintaining
the computational advantage offered by PCA1,2 .
1. J. B. Tenenbaum, V. De Silva, J. C. Langford, A global geometric framework for nonlinear dimension reduction Science 290
(2000), 2319-2323.
2. S Roweis, L. Saul., Nonlinear Dimensionality Reduction by Locally Linear Embedding, Science 290 (2000) 2323--2326.
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AN INTUITIVE PICTURE OF THE STRATEGY
- Attempt to reduce dimensionality while preserving the geometry at all scales.
- Ensure that nearby points on the manifold map to nearby points in the low-
dimensional space and faraway points map to faraway points in the low dimensional
space.
PCA 3D data
4
0
2
0
1
5
1
0
5
6
0
1
5 5
0
1
0
-5
5
0 4
0
-1
0 -5
-1
0
3
0
2
0
1
0
-1
0
0 2
0 4
0 6
0 8
0 1
00
Linear approach Non-linear approach: unraveling the curve
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KEY CONCEPT
1) Geometry can be preserved if the distances between the points are
preserved – Isometric mapping.
2) The geometry of the manifold is reflected in the geodesic distance between
points
3) First step towards reduced representation is to construct the geodesic
distances between all the sample points
Euclidian dist
Geodesic dist
Pt A Pt B
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THE NONLINEAR MODEL REDUCTION ALGORITHM
1) Given the N unordered sample points ( microstructures, property maps …)
2) Compute the geodesic distance between each pair of samples (i,j) .
3) Given the pairwise distance matrix between N objects, compute the location
of N points, {ξi} in  d such that the distance between these points is
arbitrarily close to the given distance matrix  . Basic premise of group of
statistical methods called Multi Dimensional Scaling1 (MDS)
Given N unordered Compute pairwise

samples geodesic distance
N points in a low Perform MDS on this

dimensional space distance matrix
1. T.F.Cox, M.A.A.Cox, Multidimensional scaling, 1994, Chapman and Hall
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MATHEMATICAL DETAILS
How to compute geodesic distance?
Sum over short hops.
Need the notion of distance between
samples
Flexibility in defining the distance
measure…..
The distance measure defines the properties of the manifold that the samples lie on
1. Properties of the manifold    n.
The distance measure, , based on how much the microstructures vary. Defined as
the difference in statistical correlation between two microstructures. D (i, j ) =| S (i ) − S ( j ) |
The key to a reasonable dimension reduction is a good choice of the distance measure
Any choice of functions are allowable as long as they satisfy the metric
properties
1. B. Ganapathysubramanian and N. Zabaras, "A non-linear dimension reduction methodology for

generating data-driven stochastic input models", Journal of Computational Physics, in press.
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1. Properties of the manifold    n.
a) (,  ) is a metric space.

Ensure that D (i, j ) =| S (i ) − S ( j ) | satisfies the properties of non-negativity,
symmetry and the triangle inequality
Equivalence between microstructures: Two microstructures are equivalent if
they share the same higher order statistical correlation
b) (,  ) is a bounded.
c) (,  ) is dense.
d) (,  ) is complete.
e) (,  ) is a compact metric space1,2 .
1. B. Ganapathysubramanian and N. Zabaras, "A non-linear dimension reduction methodology
for generating data-driven stochastic input models", submitted to Journal of Computational
Physics
2. J. R. Munkres, Topology, Second edition, Prentice-Hall, 2000.
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2. Mapping a compact manifold to a low-dimensional set
Have no notion of the geometry of the manifold to start with. Hence cannot construct
true geodesic distances!
Dm (i, j ) = inf{length(γ )}
M γ
Approximate the geodesic distance using the concept of graph distance  G(i,j) : the
distance of points far away is computed as a sequence of small hops.
This approximation, G, asymptotically matches the actual geodesic distance  . In

the limit of large number of samples1,2 . (Theorem 4.5 in 1)
(1 − λ1 )Dm
M
(i, j ) ≤ Dm
G
(i, j ) ≤ (1 + λ2 ) Dm
M
(i , j )
Based on results on graph approximations to geodesics2.

generating data-driven stochastic input models", submitted to Journal of Computational Physics.
2. M.Bernstein, V. deSilva, J.C.Langford, J.B.Tenenbaum, Graph approximations to geodesics on
embedded manifolds, Dec 2000
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3. MDS and choosing the dimensionality of the reduced space
Perform MDS on the geodesic matrix. i.e perform an eigenvalue decomposition of the
squared geodesic matrix.
The largest d eigenvalues are the coordinates of the N points.
The manifold has an intrinsic dimensionality. How to choose the correct value of d?
(related with issues of accuracy and computational effort)
Estimate the dimensionality of the manifold based on a novel geometrical probability
approach (developed by A. Hero et. al.)
Based on ideas from graph theory. The rate of convergence of the length functional, L
of the minimal spanning tree of the geodesic distance matrix is related to the
dimensionality1,2 , d.
d −1
log( L) = a log( N ) + ε with a=
d

generating data-driven stochastic input models", submitted to Journal of Computational Physics.
2. J.A.Costa, A.O.Hero, Geodesic Entropic Graphs for Dimension and Entropy Estimation in Manifold
Learning, IEEE Trans. on Signal Processing, 52 (2004) 2210--2221.
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THE REDUCED ORDER TOPOLOGICAL MODEL
   n.  
Given N unordered  d
samples
N points in a low
dimensional space
The procedure results in N points in a low-dimensional space. The geodesic distance

+ MDS step (Isomap algorithm1) results in a low-dimensional convex, connected
space2,    d.
Using the N samples, the reduced space is given as A = = convex hull({ξi })
 serves as the surrogate space for  .
Access variability in  by sampling over .
BUT have only come up with  → map …. Need → map too
1. J. B. Tenenbaum, V. De Silva, J. C. Langford, A global geometric framework for nonlinear dimension reduction Science 290
(2000), 2319-2323.
2. B. Ganapathysubramanian and N. Zabaras, "A non-linear dimension reduction methodology for generating data-driven
stochastic input models", submitted to Journal of Computational Physics.
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Only have N pairs to construct → map. Various possibilities based on specific
problem at hand. But have to be conscious about computational effort and efficiency.
Illustrate 3 such possibilities below. Error bounds can be computed1.
  d   n
d
      n
1. Nearest neighbor map 2. Local linear interpolation
  d
  n
3. Local linear interpolation with projection

1. B. Ganapathysubramanian and N. Zabaras, "A non-linear dimension reduction methodology for generating data-driven
stochastic input models", submitted to Journal of Computational Physics.
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Algorithm consists of two parts.
1) Compute the low dimensional representation of a set of N unordered sample points
belonging to a high dimensional space
N points in a
Given N Compute pairwise Perform MDS on low dimensional
unordered geodesic distance this distance matrix space
samples
For using this model in a stochastic collocation framework, must sample points in
→
2) For an arbitrary point ξ €  must fins the corresponding point x €. Compute the
mapping from →   d   n.
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NON LINEAR DIMENSION REDUCTION
40000
30000
The developments detailed before are applied
20000
to find a low dimensional representation of
these 1000 microstructure samples.
Log(length of MST)
10000
The optimal representation of these points was
a 9 dimensional region
Able to theoretically show that these points

in 9D space form a convex region in  9.
100 300 500

This convex region now represents the low
15
Log(Samples) dimensional stochastic input space
10
Use sparse grid collocation strategies to
5
sample this space.
0
-5
-10
10
15
10 15
20 0 5
-10 -5
-15
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COMPUTATIONAL DETAILS
The construction of the stochastic
solution: through sparse grid 101
collocation level 5 interpolation
scheme used 100
Number of deterministic problems
-1
solved: 26017 10
Computational domain of each -2

10
deterministic problem: 65x65x65
Error
pixels
10-3
Total number of dof’s: 653x26017 ~ -4
7x109 10
-5
Computational platform: 50 nodes 10
on local Linux cluster (x2 3.2 GHz)
10-6 0 1 2 3 4
10 10 10 10 10
Total time: 210 minutes
# of collocation points
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MEAN TEMPERATURE PROFILE
b c d e
(a) Temp contour

(b-d) Temp isocontours
f
(e-g) Temp slices
a g
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HIGHER ORDER STATISTICS
6

5
1
c
b 0
-0.2 0 0.2
d
Temperature
(a) Temp contour

(b) Temp isocontours
(c) PDF of temp e
(d-f) Temp slices
a
f
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MODELS OF POLYCRYSTALLINE MATERIALS
Microstructural variations affect macro-scale
properties
It is lot more difficult to analyze than two-phase
or multi-phase materials
Multiple layers of representation (a) grain
distribution (b) orientation distribution
Continuum distribution of orientation. Solvable
problem
Limit analysis to grain distribution
This is a tricky problem: Have to faithfully
encode grain distribution features and
should quickly reconstruct approximate
grains
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MICROSTRUCTURAL FEATURE: GRAIN SIZE
Grain size obtained by using a

2D microstructures series of equidistant, parallel
lines on a given microstructure at
different angles. In 3D, the size
of a grain is chosen as the
number of voxels (proportional to
volume) inside a particular grain.
Grain size is computed from the

volumes of individual grains
3D microstructures
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EXPERIMENTAL DATA
Polarized light micrograph
of aluminium alloy AA3302
(source Wittridge NJ et al.
Mat.Sci.Eng. A, 1999)
0.2
0.18
0.16
0.14
<Gsz>=10.97
0.12 <Gsz 2>=124.90
probability
0.1
0.08
Extract grain size
0.06
distribution from image
0.04
0.02
0
0 2 4 6 8 10 12 14 16 18 20
GrainSize( µm)
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RECONSTRUCTING PLAUSIBLE DATA SET
Reconstruct N=200 microstructures that satisfy the experimental grain size
distribution
Utilize stochastic optimization to construct microstructures
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MODEL REDUCTION OF POLYCRYSTALS
The key feature to encode is the grain boundary
But grain boundaries are sparsely distributed in the domain
Need a strategy to compress all the grain boundary information and
remove all the interior information
Look at different types of transforms
1) Transform and its inverse should be computationally efficient
2) Data size should be limited.
3) Should be able to process grain boundaries : monochromatic lines on a
monochromatic background
4) Translation and rotation invariant
Radon and Fourier transform.
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IMAGE TRANSFORMATION
Radon transform:
The Radon transform of an image represented by the function f(x,y) can
be defined as a series of line integrals through f(x,y) at different offsets
from the origin. ∞ ∞
R( ρ ,θ ) = ∫∫
−∞ −∞
f ( x, y )δ ( x cosθ − y sinθ + r )dxdy
Why Radon transform?

It collects line integral information.
In some sense it is similar to the
Heyn’s intercept method
Extensively utilized in CAT
scanning and medical imaging..
Mature applications
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Forward radon transform
Inverse radon transform- Filtered

back projection: Two steps, filtering
and then projection
π
f ( x, y ) = ∫ f i ( x cos θ + y sin θ ,θ )dθ
0
The reconstructed image is heavily blurred. Use
a high pass filter to the sinogram data in the
frequency domain.
Apply a 1-D DFT to the sinogram data for each
angle, multiply by the filter, and then using the
inverse DFT to reconstruct the data.
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REDUCED ORDER MODEL
The distance measure, , based on how much the microstructures vary.
Since the Radon transform encodes (in a sense) the grain volume,
define the distance as the difference in Radon transformed images
D (i, j ) =|| Ri ( ρ , θ ) − R j ( ρ , θ ) ||
Use filtered or un-filtered Radon transform?
Given N unordered Compute pairwise

samples geodesic distance
N points in a low Perform MDS on this

dimensional space distance matrix
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DIMENSIONALITY OF THE REDUCED MODEL
3E+11 Dimensionality of
2.5E+11 the parametric
space computed
2E+11
from application of
Log(Length functional)
1.5E+11
the BHH theorem.
Which connects
the dimensionality
1E+11 of the surface to
the length
functional of a
graph
5E+10
d = 31
25 50 75 100 125
Log(Number of samples)
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SAMPLING AND RECONSTRUCTION
Consider random points in the hyper cube
Reconstruct polycrystals corresponding to this point based on data. Direct
interpolation of the radon transform followed by inversion
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SOME CHALLENGES
Reconstruction improves as the number of
Experimental information,
gappy data data point improves .. i.e. A is densely
populated
15
As the number of neighbors used in
10
reconstruction increases the reconstruction
degrades. Reason is averaging
5
-5
No filtering or heuristics used so far. But
seems like a good idea. Could result in
-10
10
15
better microstructures (line merging, pre-
20 0 5 10 15 filtering)
-10 -5
-15
Investigate other translation and rotation

invariant transforms: Hough transform,
Steerable pyramid
Extension to 3D is straightforward. Use 3D
Radon transform.
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Applications of classification and
reduced models of structure-
property-process maps for tailored
materials
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PROCESSING PATH DESIGN
Tailored microstructures so that desired
properties can be achieved: controlled
deformation or thermal treatment.
‘Processing path design’ to realize

microstructures with optimal properties.
Non-uniqueness in processing path

solution. This problem cannot be
addressed solely using conventional
optimization schemes.
Data mining strategies comes natural to such problems.
Development of a database that can accommodate unknown microstructures into

newly formed classes without user intervention
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MODEL REDUCTION AND STATISTICAL LEARNING
1
Model reduction results in low-complexity Process plane

3.095
3.09
and low-dimensional models of the 0.5 3.085
microstructural space 3.08
3.075
0
Interrogate sample microstructures to

3.07
3.065
construct corresponding process and

-0.5
3.06
property spaces
3.055
-1
-1 -0.5 0 0.5 1
Potentially results in huge reduction in 3.11

Process-property plane
dimensions 3.1
Utilize classification and statistical learning 3.09
Taylor factor along TD

C
frameworks to construct relationships 3.08
between low dimensional models of 3.07

R
microstructure, process and property spaces 3.06
Unsupervised learning strategies for 3.05
automated design: X-means classifier 3.055 3.06 3.065 3.07 3.075 3.08 3.085 3.09 3.095
Taylor factor along RD
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Materials
Materials ProcessProcess
Design Design and Control
and Control Labora
Laboratory
CLASSIFICATION HIERARCHY: MICROSTRUCTURES
Classify/tessellate reduced space based on features
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CLASSIFICATION HIERARCHY: TEXTURE
Classify/tessellate reduced space based on fiber orientations
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K-MEANS CLUSTERING
Find the cluster centers {C1,C2,…,Ck} such that the sum of the 2-norm distance
squared between each feature xi , i = 1,..,n and its nearest cluster center Ch is
minimized.
Each class is affiliated with
Cost function
multiple processes
n
1
J (c , c ,.., c ) = ∑ min (
2
1 2 k
xi − C h )
i =1 h =1,.., k 2 2
Feature
Space
DATABASE OF ODFs
Clusters
Identify clusters
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ADAPTIVE REDUCED MODELS: ACCELERATED DESIGN
= a1 + a2 +..+ an
Linking data-driven reduced order models for microstructure and texture

evolution potentially very significant
The classification technique is database-driven and the availability of
existing information can be further utilized to accelerate the texture
evolution models.
Adaptivity to account for the sensitivity of different features. This provides
addition information of significance: Which processes affect which
features and which features affect different properties
Tangible input for further experimentation
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THE DESIGN FRAMEWORK
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DESIGN FOR DESIRED ODF: A MULTI STAGE PROBLEM
Desired ODF Optimal- 1
Reduced order
Normalized objective function

control 0.8
0.6
0.4
0.2
0
0 5 10 15 20 25
IterationIndex
20x faster than full Stage: 1 Plane strain

optimization. compression (α 1 = 0.9472)
Gradients are
obtained from Stage: 2
Initial guess, α 1 = reduced order Compression
0.65, α 2 = -0.1 sensitivity analysis. (α 2 = -0.2847)
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ncti
DESIGN FOR DESIRED ODF: A MULTI STAGE PROBLEM
tivefu
Crystal <100> 1
c
direction.
je
Easy direction 0
.
8
b
of
do
magnetization 0
.
6
– zero power
lize
loss 0
.
4
rma
0
.
2
h
External magnetization
No
direction 0
5
I
t
era
t
io
nI
nde
x 1
0 1
5
Desiredpropertydistribution
Magnetic hysteresis loss (W/Kg)

Optimal(reduced)
1.235 Initial
Stage: 1 Shear – 1 1.23

(α 1 = 0.9745) 1.225
1.22
Stage: 2 1.215
Tension
(α 2 = 0.4821) 1.21
0 20 40 60 80
Anglefromtherollingdirection
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CONCLUSIONS
Data-driven non-linear reduced order models of microstructures
developed
Very significant when performing computationally demanding operations
– searching, contouring - in intrinsically high-dimensional property-
process-structure spaces
Naturally coupled with statistical learning and unsupervised classification
strategies to effectively estimate optimal processing routes for tailored
materials
1) B. Ganapathysubramanian and N. Zabaras, "Modelling diffusion in random heterogeneous
media: Data-driven models, stochastic collocation and the variational multi-scale method",
Journal of Computational Physics, Vol. 226, pp. 326-353, 2007
2) B. Ganapathysubramanian and N. Zabaras, "A non-linear dimension reduction methodology for
generating data-driven stochastic input models", Journal of Computational Physics, submitted.
3) V. Sundararaghavan and N. Zabaras, "A statistical learning approach for the design of
polycrystalline materials", Statistical Analysis and Data Mining, submitted
4) V. Sundararaghavan and N. Zabaras, "Linear analysis of texture-property relationships using
process-based representations of Rodrigues space", Acta Materialia, Vol. 55, Issue 5, pp.
1573-1587, 2007
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A Data Driven Approach For Generating Reduced-Order Stochastic Models of

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A DATA DRIVEN APPROACH FOR

Nicholas Zabaras and Baskar Ganapathysubramanian

AND PROCESS SPACES

Taylor factor along TD

Linear reduced-order modeling framework of

Convert variability of property/microstructure to variability of coefficients.

I = Iavg + I1a1 + I2a2+ I3a3 + … + Inan

Represent any microstructure as a linear combination of the microstructures or

The covariance matrix of this data is

The function is injective but nor surjective

Construct the subspace of

1. Pixel based constraints

Microstructures represented as discrete images. Pixels have bounds

This results in one linear equality constraint on the n-tuple

3. Second order constraints

This can be written as

Sequential construction of the subspace

Example for a three dimensional space: 3 eigen images

H represents the space of coefficients that map to allowable

Define such that

640x640 pixels = 198 μm x 198 μm

Second order statistics: 2 pt correlation

Black phase- Ag 0.3

GAUSSIAN RANDOM FIELDS

Uniformly distributed over the unit sphere

Uniformly distributed over [0, 2π)

Distributed according to where

second order statistics

Three parameters, β is the correlation length, d is the domain

200 μm x 200 μm 128x128x128

polytope method was employed to construct the set

First 9 eigen values from the spectrum

Structure size 40x40x40 μm

Left wall maintained at -0.5 k 430 W/mK

Right wall maintained at +0.5 c 235 J/kgK

All other surfaces insulated Diffusivity ratio αAg /αW = 2.5

elements) with each coarse element having 16 × 16 ×

The solution of each deterministic VMS

Computational platform: 40 nodes on local Linux -2

100 101 102 103 104

Probability distribution function

Probability distribution function

PCA be applied to other classes of microstructures, say,

NONLINEAR APPROACHES TO MODEL REDUCTION:

Given some experimental correlation that the

Given a set of N unordered points belonging to a manifold  embedded in a

Linear approach Non-linear approach: unraveling the curve

2) Compute the geodesic distance between each pair of samples (i,j) .

Given N unordered Compute pairwise

N points in a low Perform MDS on this

1. T.F.Cox, M.A.A.Cox, Multidimensional scaling, 1994, Chapman and Hall

1. B. Ganapathysubramanian and N. Zabaras, "A non-linear dimension reduction methodology for

a) (,  ) is a metric space.

This approximation, G, asymptotically matches the actual geodesic distance  . In

1. B. Ganapathysubramanian and N. Zabaras, "A non-linear dimension reduction methodology for

1. B. Ganapathysubramanian and N. Zabaras, "A non-linear dimension reduction methodology for

The procedure results in N points in a low-dimensional space. The geodesic distance

1. Nearest neighbor map 2. Local linear interpolation

3. Local linear interpolation with projection

Able to theoretically show that these points

100 300 500

Computational domain of each -2